# Statistics II

## Winter term 2017/2018

### Lecture

- Time: Tuesdays (11:15–12:45 am), Thursdays (11:15–12:45 Uhr)
- Location: Mathematikon INF205, Seminar Room 5

### Contact

Lecturer: Prof. Dr. Rainer Dahlhaus

- Teaching assistant: Alexander Kreiß

### Syllabus

Amongst others, the course will cover these topics:- Asymptotics of Mamximum Likelihood Estimators
- Test Theory: Likelihood-Ratio-Test, Wald-Test, Score-Test
- Local Asymptotic Normality (LAN)
- Contiguity
- Asymptotic Efficiency of Tests
- Ranktests
- Efficiency of Estimators - Cramer Rao Bound
- LASSO Estimator

### Literature

- A. W. van der Vaart: Asymtptotic Statistics, Cambridge University Press

### Registration for exercise groups

You can sign up for an exercise group with MÜSLI. In case of problems please contact Alexander Kreiß.### Exercise groups

The exercise class will be tutored by Joseph Meyer, it will be held every- Wednesday, 9am - 11am in Seminar Room 10, Mathematikon.

### Homework Assignments

Exercise sheets will be made available here for download every Friday. Please submit your solutions one week later (on Friday) by 1pm into the letter box number 33 (in the first floor). Your achieved marks will count for exam admission.- R Exercise, R-Code with gaps
- Homework Assignment 0 (voluntary)
- Homework Assignment 1
- Homework Assignment 2
- Homework Assignment 3
- Homework Assignment 4
- Homework Assignment 5
- Homework Assignment 6 (Modified, November 27th)
- Homework Assignment 7 (Modified, December 5th)
- Homework Assignment 8
- Homework Assignment 9
- Homework Assignment 10
- Homework Assignment 11
- Homework Assignment 12
- Homework Assignment 13
- Revision Sheet

### Lecture Notes

The lecture notes are here available for download. The credentials for the login are provided during the lectures and exercise classes.### Examination

__Admission:__

In order to take the exam you have to achieve at least 50% of the achievable points of the homework assignments.

__Grade:__

Your final grade for this course corresponds to your exam result.

__First Exam:__6th February 2018, 11am, Seminar Room 5 (Mathematikon, 4th Floor)

__Second Exam:__12th April 2018

It is not allowed to bring any items or texts to the exam. In particular you may not use calculators, lecture notes or any other hand or machine written material.